Execution Researcher -- Digital Assets
Numeus is a diversified digital asset investment firm built to the highest institutional standards, combining synergistic businesses across Alpha Strategies, Trading, and Asset Management.
Numeus was founded by successful executives with decades of experience across the finance, blockchain and technology industries, with a shared passion for digital assets. Our values are grounded in an open approach based on connectivity, collaboration, and partnerships across the digital asset ecosystem. People and technology are at the core of everything we do.
We are looking for an experienced Execution Researcher to contribute to our execution capabilities, monetizing our alpha signals in the liquid digital asset markets. The ideal candidate will join a tight knit, focused and high performing team of quantitative researchers and engineers.
Key Responsibilities:
- Design and refine execution strategies to monetize new alpha signals over time horizons spanning seconds to hours, with full access to our execution engine and scope to operate across centralized crypto exchanges
- Minimize slippage by optimizing order placement, order scheduling, and researching and integrating short-term alpha signals
- Develop market impact models and integrate within our portfolio optimization framework
- Utilize internal trading data to validate and refine our backtesting engines
- Collaborate with other researchers on overall portfolio and risk management to improve system performance
Skill Set and Qualifications:
- Relevant industry experience with a focus on market microstructure analysis, transaction cost analysis (TCA), and simulator design
- Familiarity with utility function design and rules-based logic for order scheduling and placement
- Highly proficient in Python; C++ knowledge/experience is a plus
- Familiarity with multi-period optimization is a plus
- Desire to work in a fast-paced results oriented environment with high-quality peers
- Ability to synthesize research findings with a collaborative team
- Strong analytical skills and attention to detail
- Ability to travel periodically between our offices in NYC, London and Zug, Switzerland
Are you keen to work in a well-resourced startup environment, where your ideas, experience, and drive to find creative solutions makes a difference? We’d like to hear from you.
The salary for this role is anticipated to be between $150,000 and $250,000. This anticipated salary range is based on information as of the time this post was created. This role may also be eligible for additional forms of compensation and benefits, such as a discretionary bonus, health, dental and other benefits plans. Actual compensation will be carefully determined based on a number of candidate factors, including their skills, qualifications and experience.
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